PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY

By Vadim Linetsky. 2006

160 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/24e4bf5f03be76e3545d228e41ca5827852a3176

Citations in the corpus

• PRICING CORPORATE SECURITIES UNDER NOISY ASSET INFORMATION (2009, unknown): “Default Intensities and Equity In the recent literature on corporate bond pricing, models where the default intensity is a decreasing function of the predefault value of the firm’s equity have become popular; see for instance Linetsky (2006).”